CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.0877 |
-0.0056 |
-0.5% |
1.1043 |
| High |
1.0933 |
1.0891 |
-0.0042 |
-0.4% |
1.1106 |
| Low |
1.0879 |
1.0857 |
-0.0022 |
-0.2% |
1.0940 |
| Close |
1.0879 |
1.0861 |
-0.0018 |
-0.2% |
1.0968 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-36.7% |
0.0166 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
377 |
614 |
237 |
62.9% |
795 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0952 |
1.0880 |
|
| R3 |
1.0939 |
1.0917 |
1.0870 |
|
| R2 |
1.0904 |
1.0904 |
1.0867 |
|
| R1 |
1.0883 |
1.0883 |
1.0864 |
1.0876 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0866 |
| S1 |
1.0848 |
1.0848 |
1.0858 |
1.0842 |
| S2 |
1.0835 |
1.0835 |
1.0855 |
|
| S3 |
1.0801 |
1.0814 |
1.0852 |
|
| S4 |
1.0766 |
1.0779 |
1.0842 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1401 |
1.1059 |
|
| R3 |
1.1337 |
1.1235 |
1.1014 |
|
| R2 |
1.1171 |
1.1171 |
1.0998 |
|
| R1 |
1.1069 |
1.1069 |
1.0983 |
1.1037 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.0989 |
| S1 |
1.0903 |
1.0903 |
1.0953 |
1.0871 |
| S2 |
1.0839 |
1.0839 |
1.0938 |
|
| S3 |
1.0673 |
1.0737 |
1.0922 |
|
| S4 |
1.0507 |
1.0571 |
1.0877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1065 |
1.0857 |
0.0209 |
1.9% |
0.0065 |
0.6% |
2% |
False |
True |
336 |
| 10 |
1.1106 |
1.0857 |
0.0250 |
2.3% |
0.0053 |
0.5% |
2% |
False |
True |
208 |
| 20 |
1.1106 |
1.0764 |
0.0342 |
3.1% |
0.0054 |
0.5% |
28% |
False |
False |
139 |
| 40 |
1.1106 |
1.0632 |
0.0475 |
4.4% |
0.0051 |
0.5% |
48% |
False |
False |
136 |
| 60 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0046 |
0.4% |
53% |
False |
False |
118 |
| 80 |
1.1106 |
1.0581 |
0.0525 |
4.8% |
0.0042 |
0.4% |
53% |
False |
False |
110 |
| 100 |
1.1408 |
1.0581 |
0.0827 |
7.6% |
0.0042 |
0.4% |
34% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1038 |
|
2.618 |
1.0981 |
|
1.618 |
1.0947 |
|
1.000 |
1.0926 |
|
0.618 |
1.0912 |
|
HIGH |
1.0891 |
|
0.618 |
1.0878 |
|
0.500 |
1.0874 |
|
0.382 |
1.0870 |
|
LOW |
1.0857 |
|
0.618 |
1.0835 |
|
1.000 |
1.0822 |
|
1.618 |
1.0801 |
|
2.618 |
1.0766 |
|
4.250 |
1.0710 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0923 |
| PP |
1.0870 |
1.0903 |
| S1 |
1.0865 |
1.0882 |
|